Recent efforts to understand the evolution of cognition have adopted a within-species approach where cognitive performances, and its effects on behaviour, are correlated with fitness benefits and, if related, are assumed to be selected for. We reviewed 45 studies taking this approach, involving 26 species and describing 211 relationships between behavioural measures of cognition and fitness, to explore broader patterns underlying the evolution of cognition. First, we explored patterns in the strength and direction of selection. We found generally weak support for a relationship between cognition and fitness, with >70% of raw published relationships being statistically non-significant, with an even smaller likelihood once co-variates were accounted for. Where significant relationships were found, they were predominantly, but not exclusively, positive, with individuals exhibiting faster learning or more accurate memory also displaying greater (proxy) fitness. Second, we tested how selection might act under different circumstances. A relationship with fitness was more likely when general, rather than specific cognitive abilities were considered, and when the fitness measure corresponded to survival rather than reproductive output. Consequently, the study of within-species cognitive evolution remains in its early stages, with evidence that is both incomplete and inconclusive. However, it potentially offers a powerful opportunity to explore the structure of cognition, trade-offs, constraints and the way that it links to behaviours.